+612.2%
FCX vs BBY
+252.7%
+359.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.6% |
| 7D | -2.3% | +0.6% | -2.9% | -2.6% |
| 30D | +2.7% | +9.4% | -6.7% | -2.0% |
| 3M | +7.4% | +19.3% | -11.9% | -2.0% |
| 6M | +16.0% | +47.9% | -31.9% | -5.6% |
| YTD | +40.9% | +39.6% | +1.4% | +16.3% |
| 1Y | +56.4% | +22.2% | +34.2% | +37.0% |
| 3Y | +84.2% | +45.0% | +39.2% | +40.2% |
| 5Y | +114.6% | +2.6% | +112.0% | +85.1% |
| All | +612.2% | +252.7% | +359.5% | +326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling